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Generalized Jackknife Estimators of Weighted Average Derivatives
Whitney Newey
No Econometrics Seminar (Please attend the REStud Tour Day)
High-Dimensional Canonical Correlation Analysis
Factor Estimation in Nonlinear, Non-Gaussian Big-Data Environments
Prior Hyperparameters in Time-Varying Multivariate Time Series Models
Clifford Hurvich
Todd Clark
Granger Causality Tests with Mixed Data Frequencies
Using a Life-Cycle Model to Predict Induced Entry Effects of a $1 for $2 Benefit Offset in the SSDI Program
Financial Trading Over The Years: A Multifractal Intensity Perspective
Adaptive Shrinkage Estimation of Dynamic Factor Models with Structural Instabilities
Identification at the Zero Lower Bound
Juan Rubio-Ramirez
Counterfactual Sensitivity and Robustness
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